+494.6%
CAT vs U
-44.5%
+539.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +1.7% | -3.8% | +5.5% | +2.0% |
| 30D | -6.6% | +17.5% | -24.0% | -7.8% |
| 3M | -13.3% | +38.7% | -52.0% | -15.7% |
| 6M | +11.6% | +104.4% | -92.8% | +4.8% |
| YTD | +42.9% | -5.7% | +48.6% | +41.6% |
| 1Y | +95.4% | +3.7% | +91.8% | +91.1% |
| 3Y | +196.6% | +12.3% | +184.3% | +177.7% |
| 5Y | +321.7% | -68.8% | +390.5% | +288.8% |
| All | +494.6% | -44.5% | +539.0% | +455.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling